Start building this shelter by making the end supports. Use two thin branches tied together as in the example above. You need a set for each end and then you want another branch for the cross section. After you have secured this branch at both ends, you have the basic frame.
Collect more branches and cut to a similar length, then begin to lay them at an angle against the cross branch. Push them firmly into the ground and secure each one at the top to the cross branch. Repeat this on the other side.
To fill the gaps you can use grass, bracken and anything else you can find. You could coat it in mud and clay also, but mud isn't waterproof.